Although you booked through their website, try dropping into one of their shops they should be able to sort things out.

On a different thought we needed to cancel a holiday we had booked with Thomson last year, however on talking to the shop rep they allowed us, at no extra cost, to transfer it to a new Thomson holiday later in the year. It is worth a try with First Choice, I think they come under the same firm.

You should be able to transfer your booking, subject to the terms and conditions and on payment of the admin charges, but deposits are non refundable. If the reason for cancelling is covered by insurance you should be able to claim your deposit back from them, less any excess on the policy
I'm not sure that a store will be able to help you with an online booking. If they can they would probably charge you.

Thanks for replies, I just want a refund , not a transfer. There are medical and marital problems which will stop us from going.

The marital problems won't be covered by insurance, but medical ones maybe. You aren't entitled to a refund from the tour operator.

Below is the all important information (Point 12 from First Choice's website (the full details can be found on their Terms and Conditions page here: http://bit.ly/h07BYU)

12. If You Cancel Your Booking

Your deposit is non-refundable, even if the cancellation charge calculated is lower than the deposit amount paid. Where extra facilities or transport options, see Sections 10 and 11.4, are non-refundable, in part or in full, the cost of these will be added to the cancellation charge you have to pay.

If you booked using a Low Deposit Offer, the full deposit amount stated on your confirmation invoice will need to be paid upon cancellation.

I hate to say it, but I feel that you won't get any money back because of the numerous terms and conditions that are designed to protect the company and not the customer whenever one of us gets a cancellation. Even the insurance company is going to try and take you to the cleaners better go through their rules and regulations carefully. I have had one such bad experience in the past kinda pissed about that still.

Holiday deposits are always non refundable. If they weren't it would be a nightmare. People would be booking several holidays to keep their options open, and booking and cancelling every time the prices altered.
If the reason for cancelling is covered by the insurance that's fine. If it's not, it's a hit you just have to take, the same as everyone else. Tour operators wouldn't be trading long if they held holidays for months at a time to have people cancelling a couple of months before travel.